Strategy Tester Report
Forex Weekend Gap Trader v04
AlpariUK-Demo (Build 226)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 15 Minutes (M15) 2009.02.02 00:00 - 2010.11.11 23:45 (2009.02.02 - 2010.11.12) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=52839; TradeComment="Weekend Gap Trader"; RiskPercent=10; FixedLots=0.1; TakeProfitPips=30; StopLossPips=100; MaxSpreadPips=10; TakeProfitIsGapSize=true; TPMultiPlierForGapSize=1; StopLossIsGapSize=true; SLMultiPlierForGapSize=4; MinimalGapPipsLevel1=25; MinimalGapPipsLevel2=30; DelayEntryByMinutes=15; ReverseTrades=false; | ||||
| Bars in test | 37376 | Ticks modelled | 14986820 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 177.91 | Gross profit | 177.91 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 19.77 | |||
| Absolute drawdown | 5.70 | Maximal drawdown | 72.48 (6.79%) | Relative drawdown | 6.79% (72.48) |
| Total trades | 9 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 26.15 | loss trade | 0.00 | |
| Average | profit trade | 19.77 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 9 (177.91) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 177.91 (9) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 9 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.02.16 00:15 | sell | 1 | 0.11 | 1.16520 | 0.00000 | 0.00000 | ||
| 2 | 2009.02.16 00:15 | modify | 1 | 0.11 | 1.16520 | 1.17640 | 1.16240 | ||
| 3 | 2009.02.16 01:18 | t/p | 1 | 0.11 | 1.16240 | 1.17640 | 1.16240 | 23.01 | 1023.01 |
| 4 | 2009.03.16 00:00 | sell | 2 | 0.06 | 1.19000 | 0.00000 | 0.00000 | ||
| 5 | 2009.03.16 00:00 | modify | 2 | 0.06 | 1.19000 | 1.20960 | 1.18510 | ||
| 6 | 2009.03.16 09:56 | t/p | 2 | 0.06 | 1.18510 | 1.20960 | 1.18510 | 21.96 | 1044.97 |
| 7 | 2009.03.23 00:00 | buy | 3 | 0.10 | 1.12378 | 0.00000 | 0.00000 | ||
| 8 | 2009.03.23 00:00 | modify | 3 | 0.10 | 1.12378 | 1.11058 | 1.12708 | ||
| 9 | 2009.03.23 10:14 | t/p | 3 | 0.10 | 1.12708 | 1.11058 | 1.12708 | 24.65 | 1069.62 |
| 10 | 2009.03.30 00:00 | sell | 4 | 0.06 | 1.14908 | 0.00000 | 0.00000 | ||
| 11 | 2009.03.30 00:00 | modify | 4 | 0.06 | 1.14908 | 1.16988 | 1.14388 | ||
| 12 | 2009.03.31 09:49 | t/p | 4 | 0.06 | 1.14388 | 1.16988 | 1.14388 | 23.27 | 1092.89 |
| 13 | 2010.01.18 00:00 | sell | 5 | 0.06 | 1.02798 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.18 00:00 | modify | 5 | 0.06 | 1.02798 | 1.03878 | 1.02528 | ||
| 15 | 2010.01.18 11:10 | t/p | 5 | 0.06 | 1.02528 | 1.03878 | 1.02528 | 12.10 | 1104.99 |
| 16 | 2010.02.08 00:00 | sell | 6 | 0.06 | 1.07525 | 0.00000 | 0.00000 | ||
| 17 | 2010.02.08 00:00 | modify | 6 | 0.06 | 1.07525 | 1.08685 | 1.07235 | ||
| 18 | 2010.02.08 09:28 | t/p | 6 | 0.06 | 1.07235 | 1.08685 | 1.07235 | 13.00 | 1117.99 |
| 19 | 2010.03.29 00:00 | buy | 7 | 0.07 | 1.06018 | 0.00000 | 0.00000 | ||
| 20 | 2010.03.29 00:00 | modify | 7 | 0.07 | 1.06018 | 1.04018 | 1.06518 | ||
| 21 | 2010.03.29 03:00 | t/p | 7 | 0.07 | 1.06518 | 1.04018 | 1.06518 | 26.15 | 1144.14 |
| 22 | 2010.04.12 00:00 | buy | 8 | 0.04 | 1.05738 | 0.00000 | 0.00000 | ||
| 23 | 2010.04.12 00:00 | modify | 8 | 0.04 | 1.05738 | 1.02378 | 1.06578 | ||
| 24 | 2010.04.19 08:50 | t/p | 8 | 0.04 | 1.06578 | 1.02378 | 1.06578 | 25.11 | 1169.25 |
| 25 | 2010.08.16 00:00 | sell | 9 | 0.04 | 1.04792 | 0.00000 | 0.00000 | ||
| 26 | 2010.08.16 00:00 | modify | 9 | 0.04 | 1.04792 | 1.05952 | 1.04502 | ||
| 27 | 2010.08.16 08:39 | t/p | 9 | 0.04 | 1.04502 | 1.05952 | 1.04502 | 8.66 | 1177.91 |